For performance a cold air intake, I like aem bruteforce
exhaust, magnaflow is a good product and is all stainless steel so it wont rust
Headlights zenon depot, stereo or new speakers, bilstein all around shocks and struts makes a huge difference. Theres a few to get you started

Just wanted to mention, I am mostly a city driver with highways, and that I do not want to lower or higher the jeep for now. I go on a yearly road trip and encounter some unpaved/track roads as well. I do about 10k Miles per year and live in Montreal, Canada where it gets pretty cold, so a lot of rain/snow too.

Just thought I'd add that, I am carefully reading everyone's replies and will answer all of them soon, thank you!

I should have also noted that I wanted primarily to update the mechanical side of things, as well as ride comfort, so tires, shocks, all bushings, etc!

Concerning the Blistein HD Shocks, a lot of people mention here they are not that great when it comes to comfort, I like my shocks to give me a soft and floaty ride, I dont do any off roading at the moment. What do you guys think? http://jeepgarage.org/showthread.php?t=45844

Just wanted to mention, I am mostly a city driver with highways, and that I do not want to lower or higher the jeep for now. I go on a yearly road trip and encounter some unpaved/track roads as well. I do about 10k Miles per year and live in Montreal, Canada where it gets pretty cold, so a lot of rain/snow too.

Just thought I'd add that, I am carefully reading everyone's replies and will answer all of them soon, thank you!

I should have also noted that I wanted primarily to update the mechanical side of things, as well as ride comfort, so tires, shocks, all bushings, etc!

Thanks again!

i run the bilstein HDs and the WK no longer has any body roll and is firmly planted on the ground. the stock shocks are just alittle too floaty and soft....

you may want to check out the "mini" lift in the suspenion category- nice little revamp of the stock suspension and the guy daily drives his as well. if i were to do it all over again and just daily drive my WK- i would prob go with the WK bilsteins that come on SRTs- not as stiff as the HDs but a definite improvement over the stock WK shocks. add a front and rear swaybar, new swaybar links, coil isolators, and your suspension should be legit. maybe add a strut spacer to the front to get rid of the factory rake. thats what i would do on a daily driver.

I live in Central Oregon where it snows and rains a bit too. I personally would not run a CAI because I don't like the idea of the rain/snow all over the filter so I put in a K&N drop in air filter. It's a great upgrade that is much cheaper than alternative intake options (about 40.00 USD). If you want something more I would suggest a good short ram intake with a heat shield, I'd like to do this myself.

I agree with the block heater and/or remote start, my Jeep is garaged at night when it's coldest, but when I get off work late in the winter it does take a little bit longer to warm up and it seems to not respond as well or behave as smoothly. So if you are garaged at night then maybe a remote car start will be enough, if not you night want to consider both.

I'd look into shocks for sure to help out a worn out suspension and possibly struts. I need to upgrade mine myself so I have no advice unfortunately. However, I am looking into Bilsteins up front and Monroe Load Levelers for the rear to prevent the rear from sagging too much while under load from towing or just hauling things on a road trip.

Upgrading your headlights would be another great idea, I really like Sylvania Silverstars. I'm not a fan of any of the aftermarket HID replacement housing options and not talented/patient enough to do a retrofit job and HID bulbs in factory housing isn't a good idea IMHO. Keeping with lighting, upgrade your reverse lights to LED makes it much easier to see.